- Filters moved to submodule filters - Full docstring update for CommInfoBase - Small improvements to internal AutoDict/AutoOrdereDict - Implementation of Trade history log (40) - Added __bool__, __nonzero__ to Position for position testing - Orders support miscellaneous information from end-users (42) - Trades get unique identifier and datetime for opening/closing time (42, 43) - Corrected typo in iteritems (38)
1.1.21.88
- Addition of keys, values, items to py2/3 compatibility layer - Add getdatanames to strategy - Strategy.buy/sell/close take data or name as key for operation - Close 37 pannotated typo in "atclose" order type in broker - Close 35 adding getpositionbyname, getpositionsbyname, getpositions and the associated properties without "get"
1.1.20.88
- 33 correction of typo added during correction of 33 - Added getdatabyname and string_types check in buy/sell/close to retrieve datas in Strategy
1.1.19.88
- Fixes 33 by properly adjusting the cash for existing open futures (added long comment to explain the logic) - TimeReturn analyzer added. Can calculate returns for all timeframes - SharpeRatio updated to use TimeReturn including automatic adjustment of the (annual) riskfreerate for timeframes days, weeks, months. It can still use the legacy AnnualReturn analyzer - CommInfoBase added as root of all commission schemes to make commission schemes more flexible by not tying margin to commission type deduction - Added 4 CommInfoBase derived classes with standard commission schemes - Extended broker.setcommission call with parameters to work with the new CommInfoBase - Implemented the legacy CommissionInfo as a subclass of CommInfoBase, fully retaining the existing behavior - Some in-code documentation updates
1.1.18.88
- Fixes 31 - Packaging issue under Python 3.x introduced in 1.1.17.88
1.1.17.88
- 29 extend commissions to support additional schemes - 27 convert iterable in pandas datasource to list before checking len - Packaging reordering to suppor introduction of dependencies